On the Ergodicity of Slow-Varying Nonstationary Markov Chains

DOI10.1080/07362990802128313zbMath1143.60047OpenAlexW2070152949MaRDI QIDQ3518303

Jinn-Wen Wu, Kuo-Chih Chen

Publication date: 7 August 2008

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362990802128313

zbMATH Keywords

Markov chainsergodicitystochastic matrix

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Ergodic theorems, spectral theory, Markov operators (37A30) Stochastic matrices (15B51)

Cites Work

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• Markov Chains
• On the Dynamics of the Linear Process $Y( k ) = A ( k )Y ( k - 1 )$ with Irreducible Matrices $A( k )$
• Products of Random Matrices

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